A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity

A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity

מידע ביבליוגרפי
מחבר ראשי: Magadia, Joselito C. 1961-
פורמט: Thesis
שפה:English
יצא לאור: 2000.
נושאים:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.